+365.0%
HCA vs DBX
+22.6%
+342.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | +5.4% | +2.1% | +3.3% | +5.0% |
| 30D | +3.0% | +5.7% | -2.8% | +1.7% |
| 3M | +13.0% | +31.8% | -18.8% | +6.6% |
| 6M | -20.3% | +37.5% | -57.7% | -25.9% |
| YTD | -8.2% | +27.9% | -36.1% | -13.6% |
| 1Y | +6.7% | +15.0% | -8.3% | +2.5% |
| 3Y | +60.4% | +27.2% | +33.2% | +47.0% |
| 5Y | +73.4% | +12.8% | +60.7% | +59.2% |
| All | +365.0% | +22.6% | +342.4% | +271.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling